Martin Weidner

Professor of Economics at UCL

Department of Economics
University College London
30 Gordon Street
London WC1H 0AX
United Kingdom

Email: m.weidner ucl ac uk
Phone: +44 (0)20 7679 5309
Office: Drayton House, 227

Research Field

Econometrics, with a focus on Panel Data Models, Social Networks, Factor Models, High-dimensional Inference.

Curriculum Vitae

from Jan 2021     Professor, Department of Economics, University of Oxford,
    and Fellow of Nuffield College.
since Oct 2020     Professor, Department of Economics, UCL.
2018 - 2020     Associate Professor, Department of Economics, UCL.
2011 - 2018   Assistant Professor, Department of Economics, UCL.
since 2018   Turing Fellow, The Alan Turing Institute.
since 2017   Research Fellow, Institute for Fiscal Studies.
since 2011   Research Staff, Center for Microdata Methods and Practice (CeMMAP).
since 2019   Principal Investigator for the ERC Consolidator Grant Project
    "High-Dimensional Inference for Panel and Network Data".
2011   PhD in Economics, University of Southern California.
2006   PhD in Physics, University of Hamburg.
2003   Diploma in Physics, University of Würzburg.


Working Papers


Work in Progress

Publications in Physics

see inSPIRE for links to the papers and citation counts.

Estimation Code

  • The stata commands described in the paper Bias corrections for probit and logit models with two-way fixed effects are available here:


    Those commands are written by Mario Cruz-Gonzalez.
  • Matlab Code for Least Squares Estimation of Linear Panel Regression Models with Interactive Fixed Effects:

        Estimation routine:   LS_factor.m

    This code was used to implement the estimator in the papers Linear Regression for Panel with Unknown Number of Factors as Interactive Fixed Effects and Dynamic Linear Panel Regression Models with Interactive Fixed Effects. For example, the results reported in table 1 of the former paper can be obtained by copying the above estimation routine together with mc_static.m, create_statistics.m, and run_all.m into one directory and executing the last file in matlab.


Citations on Google Scholar

Working Papers on arXiv

UCL Department of Economics
Centre for Microdata Methods and Practice
The Institute For Fiscal Studies
Becker Friedman Institute for Research in Economics

A contribution to `game theory'